Hi Victoria, you're probably done with the school project by now. But for future reference, InfoUSA (www.infousa.com) tracks businesses that are listed in the Yellow Pages. You can run a search on their site for a raw number of clubs by state & city, I believe.

One thing to keep in mind is that since they track the number of businesses listed in the Yellow Pages, some gyms and other firms may be missing because not all companies advertise in the Yellow Pages.